feat: cockpit

backend/services/database.py

@@ -6239,6 +6239,32 @@ def get_latest_saxo_snapshot_rows(symbol: str) -> List[Dict[str, Any]]:
     return [dict(r) for r in rows]
 
 
+def get_saxo_daily_snapshot_rows(symbol: str, days: int = 365) -> List[Dict[str, Any]]:
+    """One row per (snapshot_date, expiry_date, strike, option_type) — the day's last
+    capture per contract, for every day in the last `days` that has any snapshot. Unlike
+    get_latest_saxo_snapshot_rows (overall-latest only), this gives an end-of-day
+    cross-section per day, used to build a Saxo-only ATM IV history (services.saxo_iv_engine)
+    for IV Rank/Percentile computed purely from our own accumulated Saxo captures — never
+    blended with the yfinance-based iv_history table."""
+    conn = get_conn()
+    rows = conn.execute("""
+        SELECT s.* FROM saxo_option_snapshots s
+        JOIN (
+            SELECT snapshot_date, expiry_date, strike, option_type, MAX(created_at) AS max_created
+            FROM saxo_option_snapshots
+            WHERE symbol = ? AND snapshot_date >= date('now', ?)
+            GROUP BY snapshot_date, expiry_date, strike, option_type
+        ) latest
+        ON s.snapshot_date = latest.snapshot_date AND s.expiry_date = latest.expiry_date
+           AND s.strike = latest.strike AND s.option_type = latest.option_type
+           AND s.created_at = latest.max_created
+        WHERE s.symbol = ?
+        ORDER BY s.snapshot_date, s.expiry_date, s.strike
+    """, (symbol, f"-{days} days", symbol)).fetchall()
+    conn.close()
+    return [dict(r) for r in rows]
+
+
 def get_snapshot_rows_asof(symbol: Optional[str] = None, as_of: Optional[str] = None) -> List[Dict[str, Any]]:
     """One row per (symbol, expiry_date, strike, option_type) — the freshest capture at or
     before `as_of` (an ISO datetime string), or simply the freshest capture overall when